Thunderbolt cables are super thick. And short too.
With my laptop I had a USB-C dock and then upgraded to a TB dock to get 4k video out. The USB-C cable was decently thick and about 1.5 meters. The TB cable was about 0.5 meters long and super thick. Apparently the length is based on physical constraints with transmitting data at very high rates. And obviously the more individual wires you have in the cable, the thicker it is. And you need extra layers of shielding etc.